Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151330.3847 | 77154.7864 | 74175.5983 | 239797.378 | 146964.0758 | 92833.3022 |
Total P&L (%) | 151.3304 | 77.1548 | 74.1756 | 239.7974 | 146.9641 | 92.8333 |
Avg Daily Profit (%) | 0.5811 | 0.2963 | 0.2848 | 0.4708 | 0.3478 | 0.2525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33039 | -34438 | -28326 | -89761 | -44834 | -61153 |
Profit Factor | 1.5177 | 1.5217 | 1.5136 | 1.4631 | 1.5811 | 1.3505 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 2.5295 | 2.5361 | 2.5227 | 2.4386 | 2.6352 | 2.2508 |
Largest Winning Trade | 32995 | 32995 | 16129 | 50932 | 50932 | 34787 |
Largest Losing Trade | -7104 | -5388 | -7104 | -21111 | -13701 | -21111 |
Avg Bars in Trades | 102 | 102 | 101 | 102 | 102 | 101 |
Avg Bars in Winners | 172 | 175 | 169 | 172 | 175 | 169 |
Avg Bars in Losers | 60 | 59 | 61 | 60 | 59 | 61 |
Bars Traded | 24580 | 12344 | 12236 | 24580 | 12344 | 12236 |
Profit Streak | 0 | 5.3786 | 0 | 0 | 5.3786 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302502 | 187580 | 156757 | 256564 | 216498 | 110920 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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